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Based off of one of the endings , I don't think vanny and Vanessa are the same person. Tbh I believe that Vanny dresses up as vannessa in order to get around the pizza Plex easier.
Though that leaves me to question the VHS tapes of vannessa and or vanny.
Like what if one moment the the therapist grabbed vannessa instead of vanny and that's how the tapes came to be.
I believe half the tapes are vanny and the other half is vannessa (maybe the numbering of the tapes or something).
(in my opinion they're either two different people with no family connection , clones, or twins)